On stopping points in the plane that lie on a unique optional increasing path
DOI10.1080/17442508808833517zbMATH Open0653.60036OpenAlexW2033355923MaRDI QIDQ3799418FDOQ3799418
Authors: Robert C. Dalang 
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833517
Recommendations
- Optimal Stopping of Two-Parameter Processes on Nonstandard Probability Spaces
- scientific article; zbMATH DE number 1349150
- scientific article; zbMATH DE number 3980177
- When will the sample paths be step functions for two-parameter stochastic processes
- Publication:4489042
- Randomized stopping points and optimal stopping on the plane
- scientific article; zbMATH DE number 3865129
- scientific article; zbMATH DE number 4153590
- Stopping a two parameter weak martingale
discrete approximationoptional increasing pathstopping pointtacticconditional qualitative independence
Stochastic systems and control (93E99) Ordinary differential equations and systems with randomness (34F05) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)
Cites Work
- Stochastic integrals in the plane
- Title not available (Why is that?)
- Title not available (Why is that?)
- Arr�t Optimal sur le Plan
- The past of a stopping point and stopping for two-parameter processes
- On infinite perfect graphs and randomized stopping points on the plane
- Stochastic control of two-parameter processes application:the two-armed bandit problem
Cited In (3)
This page was built for publication: On stopping points in the plane that lie on a unique optional increasing path
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3799418)
